+5.3%
DOC vs FIVE
+868.1%
-862.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -2.6% |
| 7D | -1.5% | +4.3% | -5.7% | -2.2% |
| 30D | -4.8% | +12.5% | -17.3% | -6.7% |
| 3M | +6.9% | +31.2% | -24.4% | +1.8% |
| 6M | +20.7% | +14.4% | +6.4% | +17.1% |
| YTD | +34.1% | +33.9% | +0.3% | +26.5% |
| 1Y | +22.6% | +65.1% | -42.4% | +11.2% |
| 3Y | +20.8% | +49.0% | -28.1% | +7.1% |
| 5Y | -24.9% | +30.3% | -55.2% | -33.8% |
| 10Y | -1.8% | +481.1% | -482.9% | -32.5% |
| All | +5.3% | +868.1% | -862.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling